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ARCH modeling in finance : A review of the theory and empirical evidence

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  • Bollerslev, Tim
  • Chou, Ray Y.
  • Kroner, Kenneth F.

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  • Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
    • Handle: RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59
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